+31.4%
CORZ vs FICO
-39.1%
+70.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | -4.7% |
| 7D | +8.4% | -19.2% | +27.5% | +2.3% |
| 30D | -17.8% | -14.6% | -3.2% | -20.8% |
| 3M | -35.9% | -20.1% | -15.8% | -39.6% |
| 6M | +12.9% | -36.3% | +49.3% | +4.7% |
| YTD | +22.9% | -44.9% | +67.7% | +12.6% |
| 1Y | +31.4% | -38.6% | +70.0% | +21.7% |
| All | +31.4% | -39.1% | +70.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling